Rinse and stem mushrooms. Chop stems and cook in olive oil with onion and garlic for 5 minutes. Add anchovies, parsley, salt and pepper. Cook 5 minutes longer over high heat. Remove from heat. Add bread and egg; mix until smooth. Fill each mushroom cap with stuffing, piling high. Place in a greased baking dish. Sprinkle with bread crumbs, then with oil. Bake in 400 degree oven for 20 minutes. This hot hors d'oeuvre doubles as a garnish for meat.